Arbitrage - page 4

 
vimac:
Initial depot 10,000.
There are 3 groups open: 4 USD... 8 EUR... and 6 GBP...
Prices at the opening on Monday. (At first I put the current ones, but advisors did not open any deal in 18 hours).
There are 9 positions opened now. Lots from 1.00 to 0.30.
It advises $70,000 to start. It may look nice on demo - it feels good on my soul :). In general, MM may be easily divided by 10 or 20. There are brokerage companies where the minimum lot starts from 0.01.
Profit -670.
Well, you cannot open less than 0.1 lot. We may open many positions, they hedge each other and close them slowly at unbalance in our direction.
By the way, in micro Forex 70000 is $700.
 
vimac:
Initial depot 10,000.
There are 3 groups open: 4 USD... 8 EUR... and 6 GBP...
Prices at the opening on Monday. (At first I put the current ones, but advisors did not open any deal in 18 hours).
There are 9 positions opened now. Lots from 1.00 to 0.30.
It advises $70,000 to start.

IMHO three groups for 10000 depo funds will not be enough for collateral. At least 20000 is needed. Or a leverage of 1:200. I have a group of 7 euros and in about 0.5 - 2 hours 1 order to open. If trades get clogged they close on their own in few minutes.
 
SergS:
Shit, you can't open less than 0.1 lot. And there should be a lot of positions open - they hedge each other, and when an imbalance occurs in our direction, they are quietly covered.
By the way, in micro Forex 70000 is $700.
What do you mean you cannot open less than 0.1 lot? I repeat - there is brokerage companies where lots start from 0.01. So, you can open 0.01 and 0.02, etc.
 

usdjpy писал (а):


I have a group of 7 euros and in about 0.5 - 2 hours 1 opening order.

Opening orders every hour (not more often) if placed on the clock.
 
SergS:

usdjpy wrote (a):


I have a group of 7 euros and in about 0.5 - 2 hours 1 opening order.

Opening orders are every hour (not more often) if you put them on the clock.
In my case it does not work on H1. I switch off my computer at night. The cooler is dead. I put a powerful heatsink but my CPU is still warm. I test it during daytime on M1.
 

I read the thread and came to a conclusion - you cannot hedge risks on instruments with different volatility, you have to choose pairs with approximately equal volatility, otherwise distortions will nullify the idea.

 
If you take three currency pairs, e.g. EUR/USD, GBP/USD and EUR/GBP, and trace their history, you will find that they differ very little - within white noise, the amplitude of which is comparable to the spread. Theoretically, it is possible to earn on it - we obtain pipsing. Pipsing as such means earning approximately within the limits of one minute candle on one currency instrument. In this case trades are technologically opened and closed on different symbols. It does not change the sense. The source of profit is a random unbalanced market.

Naturally, the order of earnings will also be proportional to the spread. Look at the picture of 11.04.2007 08:30 in this thread. 250 coons "earned" in 50 transactions. Note the fundamental point: the graph represents the balance curve (the trader's wealth at any given moment is known to be determined solely by the amount of Funds, not the Balance). And the funds curve, as stated by the discussion participants, is below 0 (zero).

Also, note that the euro, pound, dollar, etc. are not clearly unbalanced instruments, i.e., pipsing them (and pipsing in general, so for these currencies in particular) is extremely difficult.

At the end of the day, the profit itself is not. You may as well process a completely random process. If you flip a coin, you will also find a period in which the yield curve goes up. Randomly. That is why we need a bigger deposit and a longer term. Not because someone has found the way to predict the market, but by chance. The developer can look at the equity curve and say that it is whatever.

In fact, the proposed technology is a fallacy. Sometimes such conclusions are just obvious. And some are not obvious. But this does not make them true statements, they remain fallacies. In the old days it was obvious that a simple stick was not a perpetual motion machine. Well, why not? Because the right end twists the left end and the left end twists the right end. "So" - it will spin forever and produce positive energy. If a design engineer developed a complicated mechanism, in which ... a ball falls on a slide, the slide moves a pinion, the pinion presses on a spring, and the spring ... grandpa takes grandpa, grandma takes grandpa, granddaughter takes granddaughter... :) In such a case, the wrong conclusion was drawn: 'Means' is a perpetual motion machine. But that doesn't make the design become one.

It doesn't.
You don't always have to cut yourself to be sure that the knife is sharp.

I tried to say it here: 'Trading strategy for necessary stock arbitrage'
and here: ' My first 'grail'.
 
usdjpy:
Don't lie and twist things around. We are not blind people here. The curve of funds is above zero but below the balance. And the balance is rising all the time.
So I've got it wrong. I just don't follow this process on the screen.
However, even if locally equity is rising, that doesn't prove anything.
Test it from '99. And you'll see.

And there's no need to be rude.
 
SK. писал (а):
usdjpy:
Don't lie and twist. There are no blind people here. The funds curve is above zero but below the balance. And the balance is rising all the time.
So I've got it wrong. I just don't follow this process on screen.
However, even if locally equity grows, that doesn't prove anything.
Test it from '99. And you'll see.

And there's no need to be rude.
I'm not being rude, I'm taking responsibility for my words. And I advise others to watch their mouths. That's why I say don't twist my words. And I've been testing it for three days now. I haven't had an advisor like this since '99. It just appeared the day before yesterday.
 
usdjpy:
SK. wrote (a):
usdjpy:
Don't lie and twist. We are not blind people here. The funds curve is above zero but below the balance. And the balance is rising all the time.
So I've got it wrong, then. I just don't follow this process on the screen.
However, even if locally equity is growing, that doesn't prove anything.
Test it from '99. And you'll see.

And there's no need to be rude.
I'm not being rude, I'm taking responsibility for my words. And I advise others to watch their mouths. That's why I say don't twist my words. And I've been testing it for three days now. I haven't had an advisor like this since '99. It just appeared the day before yesterday.

S.K. is absolutely right in describing the proposed technology.

Even if you think he is lying and distorting, note that he is discussing an idea, not a person with every word. Your clarification would cease to be rude if you throw out the personalities and leave only "The means curve is above zero, but below the balance. And the balance is rising all the time."
Reason: